Senior Execution Quant

Overview

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies in equities and futures. Our performance depends on elite execution: disciplined transaction-cost control, deep market microstructure insight, and tight integration with live trading systems.

We are hiring an Execution Quant to own and continuously improve the execution layer across our systematic strategies.

Key Responsibilities

Design, implement, and optimize execution algorithms for intraday equity and futures trading

Build, calibrate, and maintain transaction cost models (TCM) incorporating spread, slippage, market impact, queue position, and fill probability

Develop optimal order routing across exchanges, venues, and order types

Integrate and evaluate broker execution algorithms (e.g., VWAP, POV, IS, adaptive / liquidity-seeking)

Compare broker algos vs in-house execution and determine optimal usage by strategy and regime

Model and exploit order-book microstructure, tick-size effects, liquidity regimes, and intraday seasonality

Translate signal characteristics (urgency, decay, size) into execution decisions

Analyze historical and live execution data to identify cost drivers and performance leakage

Monitor production trading and diagnose execution inefficiencies in real time

Excellent analytical, quantitative, and problem-solving skills.

Bachelors, Masters, or PhD in a STEM field (e.g., Mathematics, Physics, Engineering,

Computer Science, or related discipline).

Required Qualifications

5+ years' experience in execution quant role

Hands-on experience working with broker algorithms (implementation, tuning, and performance evaluation)

Experience using Claude AI (or similar AI coding assistants) to accelerate development (prototyping, refactors, test generation, documentation)

Proven experience with transaction cost modeling for intraday trading

Deep understanding of equities and/or futures market microstructure

Hands-on experience with broker execution algorithms and smart order routing

Ability to evaluate execution quality across venues, order types, and algos